Newfound Research LLC — Q1 2021 13F Holdings

Name: Newfound Research LLC — 13F Holdings, Q1 2021
Creator: AlphaSMO
License: https://www.sec.gov/forms

CIK: 0001630806

Total reported value

$40.8M

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Full holdings list this quarter

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	SPY	Ss Spdr S&p 500 ETF Trust-us	ETF-Large Cap & Growth	31.47%	—	-0.01%
2	MTUM	Ishares Msci USA Momentum Fa	ETF-Other	6.75%	—	-22.41%
3	VFMO	Vanguard US Momentum Factor	ETF-Other	6.75%	—	+50.81%
4	FDMO	Fidelity Momentum Factor ETF	ETF-Other	6.72%	—	-23.92%
5	JMOM	Jpmorgan US Momentum Factor	ETF-Other	6.71%	—	-24.17%
6	QUAL	Ishares Msci USA Quality Fac	ETF-Other	2.77%	—	+23.13%
7	JQUA	Jpmorgan US Quality Factor	ETF-Other	2.77%	—	—
8	FDLO	Fidelity Low Volat Fact ETF	ETF-Other	2.76%	—	—
9	FQAL	Fidelity Quality Factor ETF	ETF-Other	2.76%	—	—
10	USMV	Ishares Msci USA Min Vol Fac	ETF-Other	2.76%	—	—
11	LGLV	Spdr US Lc Low Vol Idx	ETF-Other	2.75%	—	—
12	XLF	Ss Financial Select Sector	ETF-Other	2.74%	—	—
13	VOO	Vanguard S&p 500 ETF	ETF-Large Cap & Growth	1.83%	—	—
14	XLE	Ss Energy Select Sector	ETF-Other	1.01%	—	—
15	XLI	Ss Industrial Select Sector	ETF-Other	0.78%	—	—
16	XLP	Ss Consumer Staples Sel Sect	ETF-Other	0.78%	—	—
17	XLRE	Ss Real Estate Select Sector	ETF-Other	0.68%	—	—
18	XLB	Ss Materials Select Sector	ETF-Other	0.60%	—	—
19	EXPD	Expeditors Intl Wash INC	Stock-Industrials	0.20%	—	-39.50%
20	ODFL	Old Dominion Freight Line	Stock-Industrials	0.20%	—	—
21	HD	Home Depot INC	Stock-Consumer Disc	0.20%	—	-33.18%
22	WM	Waste Management INC	Stock-Industrials	0.20%	—	-35.23%
23	WAT	Waters CORP	Stock-Healthcare	0.19%	—	-46.77%
24	TFX	Teleflex INC	Stock-Healthcare	0.19%	—	-36.48%
25	TXN	Texas Instruments INC	Stock-Tech	0.19%	—	-44.69%
26	GRMN	Garmin Ltd.	Stock-Tech	0.19%	—	-43.21%
27	GOOGL	Alphabet Inc-cl A	Stock-Comm Services	0.19%	—	-45.21%
28	HSY	Hershey Co/the	Stock-Consumer Staples	0.19%	—	-34.98%
29	COO	The Cooper Companies, Inc.	Stock-Healthcare	0.19%	—	-40.83%
30	AME	Ametek INC	Stock-Industrials	0.19%	—	-11.81%
31	WCN	Waste Connections INC	Stock-Industrials	0.19%	—	-34.49%
32	JNJ	Johnson & Johnson	Stock-Healthcare	0.19%	—	-37.66%
33	ACN	Accenture plc	Stock-Tech	0.19%	—	-38.81%
34	ITW	Illinois Tool Works	Stock-Industrials	0.19%	—	-38.09%
35	BAX	Baxter International INC	Stock-Healthcare	0.19%	—	-31.99%
36	KMB	Kimberly-clark CORP	Stock-Consumer Staples	0.19%	—	-27.17%
37	MCD	Mcdonald's CORP	Stock-Consumer Disc	0.19%	—	+33.58%
38	IHS	Ihs Markit LTD	Stock-Other	0.19%	—	-38.82%
39	ABT	Abbott Laboratories	Stock-Healthcare	0.19%	—	-38.99%
40	ATVIEUR	Activision Blizzard INC	Stock-Comm Services	0.19%	—	—
41	MA	Mastercard INC - A	Stock-Financials	0.19%	—	-36.44%
42	SPGI	S&p Global INC	Stock-Financials	0.19%	—	-16.48%
43	FAST	Fastenal Co	Stock-Industrials	0.18%	—	+26.27%
44	IEP	Icahn Enterprises LP	Stock-Other	0.18%	—	-24.32%
45	MSFT	Microsoft CORP	Stock-Tech	0.18%	—	+77.78%
46	PEP	Pepsico INC	Stock-Consumer Staples	0.18%	—	-32.69%
47	HRL	Hormel Foods CORP	Stock-Consumer Staples	0.18%	—	-29.59%
48	BR	Broadridge Financial Solutio	Stock-Tech	0.18%	—	-40.58%
49	SHW	Sherwin-williams Co/the	Stock-Materials	0.18%	—	+30.86%
50	INTU	Intuit INC	Stock-Tech	0.18%	—	-41.21%

1–50 of 127

Holding changes this quarter

Position changes disclosed by Newfound Research LLC for the quarter ending Q1 2021, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	VFMO	Vanguard US Momentum Factor	+2.2%	+50.81%	Add
2	QUAL	Ishares Msci USA Quality Fac	+0.4%	+23.13%	Add
3	COST	Costco Wholesale CORP	-0.2%	-54.77%	Trim
4	RSG	Republic Services INC	-0.2%	-57.88%	Trim
5	A	Agilent Technologies INC	-0.2%	-53.37%	Trim
6	BKIEUR	Black Knight INC	-0.2%	-55.86%	Trim
7	EL	Estee Lauder Companies-cl A	-0.2%	-54.92%	Trim
8	VZ	Verizon Communications INC	-0.2%	-66.36%	Trim
9	ANETEUR	Arista Networks INC	-0.2%	-54.49%	Trim
10	CPRT	Copart INC	-0.2%	-47.03%	Trim
11	MTD	Mettler-toledo International	-0.3%	-71.30%	Trim
12	MXIM	Maxim Integrated Products	-0.3%	-72.72%	Trim
13	SPY	Ss Spdr S&p 500 ETF Trust-us	-1.5%	-0.01%	Trim
14	FDMO	Fidelity Momentum Factor ETF	-3%	-23.92%	Trim
15	MTUM	Ishares Msci USA Momentum Fa	-3%	-22.41%	Trim
16	JMOM	Jpmorgan US Momentum Factor	-3%	-24.17%	Trim
17	JQUA	Jpmorgan US Quality Factor	—	NEW	New buy
18	FQAL	Fidelity Quality Factor ETF	—	NEW	New buy
19	FDLO	Fidelity Low Volat Fact ETF	—	NEW	New buy
20	USMV	Ishares Msci USA Min Vol Fac	—	NEW	New buy
21	LGLV	Spdr US Lc Low Vol Idx	—	NEW	New buy
22	XLF	Ss Financial Select Sector	—	NEW	New buy
23	VOO	Vanguard S&p 500 ETF	—	NEW	New buy
24	XLE	Ss Energy Select Sector	—	NEW	New buy
25	XLI	Ss Industrial Select Sector	—	NEW	New buy
26	XLP	Ss Consumer Staples Sel Sect	—	NEW	New buy
27	XLRE	Ss Real Estate Select Sector	—	NEW	New buy
28	XLB	Ss Materials Select Sector	—	NEW	New buy
29	XLNXEUR	Xilinx INC	—	EXIT	Sold out
30	TTWO	Take-two Interactive Softwre	—	EXIT	Sold out
31	NKE	Nike INC -cl B	—	EXIT	Sold out
32	PINS	Pinterest Inc- Class A	—	EXIT	Sold out
33	IDXX	Idexx Laboratories INC	—	EXIT	Sold out
34	CHRW	C.h. Robinson Worldwide INC	—	EXIT	Sold out
35	ROP	Roper Technologies INC	—	EXIT	Sold out
36	RVTY	Revvity INC	—	EXIT	Sold out
37	APD	Air Products & Chemicals INC	—	EXIT	Sold out
38	WDAY	Workday Inc-class A	—	EXIT	Sold out
39	ALXN	Alexion Pharmaceuticals INC	—	EXIT	Sold out
40	LIN	Linde plc	—	EXIT	Sold out
41	JKHY	Jack Henry & Associates INC	—	EXIT	Sold out
42	FDS	Factset Research Systems INC	—	EXIT	Sold out
43	MDT	Medtronic plc	—	EXIT	Sold out
44	ODFL	Old Dominion Freight Line	—	NEW	New buy
45	ATVIEUR	Activision Blizzard INC	—	NEW	New buy
46	MDLZ	Mondelez International Inc-a	—	EXIT	Sold out
47	BMY	Bristol-myers Squibb Co	—	EXIT	Sold out
48	AKX	Ansys INC	—	NEW	New buy
49	REGN	Regeneron Pharmaceuticals	—	NEW	New buy
50	CABO	Cable One INC	—	EXIT	Sold out